Gambler's Ruin Problem in Several Dimensions
Consider symmetric simple random walk on \(\{0,1, \dots,N\} \times\{0,1, \dots,M\}\) with absorbing boundaries \(x=0\), \(x=N\), \(y=0\), \(y=M\). Let \(a(i,j)\) be the expected time to absorption when starting in \((i,j)\), satisfying \[ 4a(i,j)= 4+a(i+1,j) +a(i-1,j)+ a(i,j+1)+a(i,j-1), \quad 1\leq i\leq N-1,\;1\leq j\leq M-1,\tag{*} \] with boundary ...
Andrej Kmet, Marko Petkovsek
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ORTHOSTATIC HYPOTENSION IN PSYCHIATRY (A LITERATURE REVIEW WITH AUTHORS’ COMMENTS)
Purpose. To provide the reader with a thorough overview of epidemiology, potential risk factors, etiological causes, and pathogenetic mechanisms of the development of orthostatic hypotension in psychiatry.
Roman Aleksandrovich Bekker +1 more
doaj +1 more source
Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Loisel, Stéphane, Lefèvre, Claude
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Presenting a model to prevent and reduce employee corruption and its impact on the organization's performance [PDF]
The aim of the current research is to design a model for preventing and reducing administrative corruption among employees of administrative organizations and its impact on the organization's performance. In this research, in order to achieve the goal of
Hoseein Ranjbar, Mojtaba Ebrami
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Reinsurance and Solvency Capital: Mitigating Insurance Companies’ Ruin Probability [PDF]
Context: insurance companies are important to society, since they guarantee financial protection to individuals from property losses, in addition to fostering the capital market through the allocation of guarantee assets.
João Vinícius França Carvalho (10471095) +1 more
core +1 more source
A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION [PDF]
Summary: This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claim size is dominatedly varying a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained.
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A Note On the Solution of Practical Ruin Problems [PDF]
An algorithm is presented in order to solve numerically all practical ruin problems mentioned by Howard Waters in his Monte Verita lecture of 1993. Severity of ruin, interest, dividends, varying severity loadings, ...
Goovaerts, MJ., Devylder, F.
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GENERAL BOUNDS ON RUIN PROBABILITIES [PDF]
In this paper we consider general bounds on ultimate ruin probabilities in a Poisson process when the claim severity distribution is not exponentially bounded. The bounds are derived using a variant of the Chebyshev inequality.
Goovaerts, M, Kaas, R
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From ransoms to ruin: Are extortion payments by ransomware victims insurable?
Cyber risk is an important consideration in today’s risk management and insurance industries. However, the statistical features of cyber risk, including concerns of solvency for cyber insurance providers, are still emerging.
Divya Ramjee, Eireann Leverett
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Phosphatidylinositol 4‐kinase as a target of pathogens—friend or foe?
This graphical summary illustrates the roles of phosphatidylinositol 4‐kinases (PI4Ks). PI4Ks regulate key cellular processes and can be hijacked by pathogens, such as viruses, bacteria and parasites, to support their intracellular replication. Their dual role as essential host enzymes and pathogen cofactors makes them promising drug targets.
Ana C. Mendes +3 more
wiley +1 more source

